提出可估计最优BER与AUC的软标签方法,解决不平衡数据评估难题。
Bayes-Optimal BER and AUC: Estimation and Evaluation of Estimators
- 基于软标签设计最优BER与AUC估计器,支持噪声与未知先验场景
- 通过保序回归和截断均值恢复真实标签,给出有限样本误差界
- 扩展FeeBee框架实现无需真值的估计器评估,适用于任意方法
机器学习中一个基本量是模型在特定任务上的最优性能。估计该量可区分不可约误差与模型缺陷,判断改进空间。已有研究证明,二分类中可通过软标签估计贝叶斯错误率(即最优准确率)。然而,在严重类别不平衡或标注噪声场景下,准确率常无法有效反映性能,此时平衡错误率(BER)和受试者工作特征曲线下面积(AUC)更为合适。本文针对此空白提出两项互补贡献:(i) 估计。提出基于软标签的最优BER与AUC估计器。首先在真实软标签与类别先验已知的干净场景下建模,随后扩展至更现实的场景——类别先验未知,且观测软标签受未知保序变换影响,可能叠加加性噪声。在此设定下,通过辅助硬标签进行保序回归近似恢复真实软标签,用硬标签截断均值估计类别先验,并推导出相应插件估计器的有限样本误差界。(ii) 评估。由于真实最优值在真实数据集上不可观测,任何估计器的评估本身具有挑战性。本文将原用于贝叶斯错误率估计器评估的FeeBee框架扩展至最优BER与AUC,所得方法可在无需已知最优值的情况下提供实用评估分数,适用于任意最优BER或AUC估计器,不限于本文所提方法。合成与真实数据集上的实验验证了估计器与评估流程的有效性。
原文摘要 · Abstract (English)
A fundamental quantity in machine learning is the optimal performance achievable by any model on a given task. Estimating this quantity allows us to distinguish the irreducible part of the error from a deficiency of the model, telling us how much room for improvement remains. Recent work has shown that the Bayes error, or equivalently the optimal accuracy, can be estimated from soft labels in binary classification. However, accuracy is often a poor summary of performance in settings with severe class imbalance or noisy annotations, where metrics such as the balanced error rate (BER) and the area under the ROC curve (AUC) are more appropriate. We address this gap with two complementary contributions. (i) Estimation. We propose soft-label-based estimators for the optimal BER and AUC. We first consider the clean setting in which true soft labels and the class prior are known, and then extend the estimators to a more realistic setting in which the class prior is unknown and the observed soft labels are corrupted by an unknown order-preserving transformation, possibly followed by additive noise. In the latter setting, we approximately recover the clean soft labels via isotonic regression with auxiliary hard labels, estimate the class prior with a clipped mean of the hard labels, and derive finite-sample error bounds for the resulting plug-in estimators. (ii) Evaluation. Since the optimum is unobservable on real datasets, evaluating any such estimator is itself nontrivial. We extend the FeeBee framework, originally proposed for evaluating Bayes-error estimators, to the optimal BER and AUC. The resulting procedure provides practical evaluation scores without requiring knowledge of the optimum, and applies to any estimator of the optimal BER or AUC, not only our proposed ones. Experiments on synthetic and real-world datasets validate both the estimators and the evaluation procedure.
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